The informational content of prices when policy makers react to financial markets
type: Item
instance of: scholarly article
title: The informational content of prices when policy makers react to financial markets
zbMATH Open document ID: 1419.91302
author: Christoph Siemroth
published in: Journal of Economic Theory
publication date: 2019-01-15T00:00:00Z
full work available at URL: impossibility-noise09-finalformatting.pdf
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91B64
zbMATH DE Number: 7001692
zbMATH Keywords: asymmetric information
zbMATH Keywords: central bank transparency
zbMATH Keywords: financial markets
zbMATH Keywords: policy risk
zbMATH Keywords: price informativeness
zbMATH Keywords: rational expectations equilibrium
MaRDI profile type: Publication
OpenAlex ID: W3121289568
cites work: On Existence and Uniqueness of Equilibrium in a Class of Noisy Rational Expectations Models: Figure 1
cites work: Manipulation and the Allocational Role of Prices
cites work: On the aggregation of information in competitive markets
cites work: Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
cites work: The exact law of large numbers via Fubini extension and characterization of insurable risks
cites work: The Fed's monetary policy rule and U.S. Inflation: The case of asymmetric preferences
Wikidata QID: Q128913639
DOI: 10.1016/J.JET.2018.11.002
description: scientific article; zbMATH DE number 7001692